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Black Diamond Therapeutics, Inc. Common Stock BDTX

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Market datapartial · fetched 2026-10-22T16:38:13.578Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T16:38:13.345545578Z

FundamentalsAlpha Vantage · unavailable

Share price$2.08
1D+0.8%
$2.04$2.05$2.07$2.09$2.115:30 AM6:30 AM9:00 AM1:00 PMBDTX
Sold putSold call

Black Diamond Therapeutics, Inc. Common Stock options

Live interpolated BDTX call and put midpoint premiums by absolute delta.Black Diamond Therapeutics, Inc. Common Stock$0.05$0.94$1.83$2.72$3.60$-0.20$0.81$1.83$2.84$3.8520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BDTX spot · $2.08BDTX PRICE$0.15$0.21$0.27$0.33$0.39$0.45$0.69$1.68$0.67$1.34$2.01$2.68$3.35$1.73
PutsExpensive3.69×
CallsExpensive2.62×
SkewBearish+86.74 pp
Implied moveBearish±$3.01
TiltBearish47.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ2.44112.2%24.4%2.16261.8%28.7%
40Δ2.36127.4%23.7%2.86301.8%27.0%
45Δ2.29142.7%22.9%3.56341.8%25.3%
50Δ2.21158.0%22.2%4.27381.7%23.6%
55Δ2.14173.2%21.5%4.97421.7%21.9%
60Δ2.06188.5%20.8%3.58215.7%11.2%
65Δ2.73280.2%64.4%
70Δ6.49689.9%292.9%
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
2.44
IV
112.2%
B/E move
24.4%
Puts
Pseudo strike
2.16
IV
261.8%
B/E move
28.7%

40Δ

Calls
Pseudo strike
2.36
IV
127.4%
B/E move
23.7%
Puts
Pseudo strike
2.86
IV
301.8%
B/E move
27.0%

45Δ

Calls
Pseudo strike
2.29
IV
142.7%
B/E move
22.9%
Puts
Pseudo strike
3.56
IV
341.8%
B/E move
25.3%

50Δ

Calls
Pseudo strike
2.21
IV
158.0%
B/E move
22.2%
Puts
Pseudo strike
4.27
IV
381.7%
B/E move
23.6%

55Δ

Calls
Pseudo strike
2.14
IV
173.2%
B/E move
21.5%
Puts
Pseudo strike
4.97
IV
421.7%
B/E move
21.9%

60Δ

Calls
Pseudo strike
2.06
IV
188.5%
B/E move
20.8%
Puts
Pseudo strike
3.58
IV
215.7%
B/E move
11.2%

65Δ

Calls
Pseudo strike
2.73
IV
280.2%
B/E move
64.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
6.49
IV
689.9%
B/E move
292.9%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

BDTX167.79171.96176.142026-10-20: 175.56%2026-10-21: 168.37%Oct 20Oct 21
Table
DateIV
175.56%
168.37%